Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-06 0.258447 0.280242 0.303662 0.330811 0.361551 0.395441 0.435851
2025-04-13 0.222274 0.248993 0.279096 0.315824 0.359840 0.411430 0.477284
2025-04-20 0.203236 0.233662 0.269278 0.314625 0.371675 0.442270 0.538209
2025-04-27 0.188211 0.221075 0.260794 0.313236 0.382080 0.471532 0.600411
2025-05-04 0.175856 0.210368 0.253240 0.311678 0.391377 0.499697 0.664672
2025-05-11 0.166503 0.202478 0.248294 0.312611 0.403539 0.532603 0.740356
2025-05-18 0.154739 0.190521 0.236962 0.303657 0.400646 0.543199 0.783392
2025-05-25 0.143906 0.179024 0.225333 0.293132 0.394153 0.547235 0.815963
2025-06-01 0.138005 0.173694 0.221611 0.293335 0.403268 0.575992 0.894685
2025-06-08 0.135225 0.172361 0.223211 0.301210 0.424627 0.626761 1.022372
2025-06-15 0.130968 0.168680 0.221165 0.303339 0.436933 0.663783 1.131862
2025-06-22 0.126147 0.163910 0.217199 0.302120 0.443483 0.691363 1.228163
2025-06-29 0.121280 0.158953 0.212846 0.300252 0.449257 0.719285 1.334572
2025-07-06 0.114735 0.151250 0.203973 0.290508 0.440469 0.718554 1.375700
2025-07-13 0.111485 0.148203 0.201927 0.291658 0.450960 0.756717 1.520774
2025-07-20 0.108254 0.145012 0.199458 0.291878 0.459714 0.792625 1.671587
2025-07-27 0.105102 0.141785 0.196739 0.291435 0.467127 0.826797 1.829490
2025-08-03 0.102606 0.139425 0.195234 0.292927 0.478320 0.870948 2.033527
2025-08-10 0.098260 0.134064 0.188691 0.285169 0.470632 0.871197 2.100515
2025-08-17 0.093833 0.128423 0.181467 0.275796 0.458955 0.860695 2.129420
2025-08-24 0.091695 0.126247 0.179746 0.276152 0.467018 0.898518 2.341793
2025-08-31 0.091087 0.126414 0.181828 0.283492 0.490212 0.977766 2.750540
2025-09-07 0.089471 0.124919 0.181076 0.285523 0.502334 1.031068 3.090260